Back up WLM messages


New Email
Using the procedure I found on this forum, I tried repeatedly to create a back up of my email messages on an external hard drive. When I check the new file I created for saving the messages, only one email message of the 100's I tried to save was actually saved. (The procedure I followed included the following steps:
Create destination folder
Select Export email
Click Email Messages
Highlight the Windows Live Mail format
etc., etc.

I will appreciate some help.